+1,494.3%
SRE vs NYT
+144.3%
+1,350.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | -3.0% | +4.6% | -7.6% | -3.7% |
| 3M | -8.3% | -9.6% | +1.3% | -7.2% |
| 6M | -8.9% | -14.0% | +5.1% | -7.3% |
| YTD | -4.3% | -2.8% | -1.4% | -4.4% |
| 1Y | +2.7% | +15.6% | -12.9% | -0.2% |
| 3Y | +28.7% | +56.3% | -27.6% | +18.3% |
| 5Y | +47.1% | +39.5% | +7.6% | +35.4% |
| 10Y | +121.7% | +488.0% | -366.3% | +60.0% |
| All | +1,494.3% | +144.3% | +1,350.0% | +1,104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NYT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling